public virtual void CalculateFirstEigenValueAndEigenVector(MatrixObject A, Vector InitialValueForEigenVector, out double EighenValue, out Vector EigenVector)
{
//Set X equal to initial eigenvector
Vector X = InitialValueForEigenVector;
X.MakeThisAUnitVector();
EighenValue = 1.0d;;
//Hold old eigenvalue
double OldEigenvalue = 0.0d;
//Use power method to iteratively calculate eigenvalue and eigenvector
for (int i = 0; i < MaximumNumberOfIterations; i++)
{
NumberOfIterations++;
Vector Z = A.MultiplyByVectorU(X);
EighenValue = Vector.DotProduct(X, Z);
Z.MakeThisAUnitVector();
X = Z;
double DeltaLambda = EighenValue - OldEigenvalue;
UpdateDeltaEigenValues(DeltaLambda);
OldEigenvalue = EighenValue;
if (i > NumberOfEigenValueChangesChecked - 1)
{
if (ArrayTools.Vector_Magnitude(DeltaEigenValues) < Precision)
{
EigenVector = X;
return;
}
}
}
EigenVector = X;
return;
}
public virtual void CalculateFirstEigenValueAndEigenVector(MatrixObject A, out double EighenValue, out Vector EigenVector)
{
//Set X equal to the eigenvector
Vector X = new Vector(A.n);
//Initialize X to a vector with all components the same
X.SetComponentsEqualToUnity();
CalculateFirstEigenValueAndEigenVector(A, X, out EighenValue, out EigenVector);
}